-30.6%
SOFI vs AS
-22.5%
-8.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | 0.0% |
| 7D | +5.6% | -2.6% | +8.2% | +6.6% |
| 30D | -2.0% | -22.1% | +20.1% | +8.1% |
| 3M | +9.2% | -15.3% | +24.5% | +15.8% |
| 6M | -4.7% | -15.6% | +10.9% | +0.6% |
| YTD | -31.2% | -23.2% | -8.0% | -24.9% |
| 1Y | -30.6% | -21.7% | -8.9% | -29.7% |
| All | -30.6% | -22.5% | -8.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling